Systematic Researcher – Cross-asset Research – London

We are looking for an experienced Systematic Researcher to join a leading Global Macro hedge fund. The role will focus on medium-term, cross-asset research, combining both technical analysis and macro perspectives. The successful candidate will develop and optimize systematic trading strategies across multi-asset futures and forwards (rates, equities, FX, and commodities), leveraging price, volatility, and macro fundamental data.

Key Responsibilities:

• Conduct medium-term, cross-asset research, utilizing technical and macro analysis to inform strategy development.

• Develop and test systematic strategies such as trend-following, carry, and relative value (RV) approaches.

• Analyse price, volatility, and macro fundamental data for strategy generation with a medium-term focus.

• Build and refine machine learning models to support cross-asset research and strategy performance.

• Apply risk management techniques such as risk parity optimizers and drawdown measures.

Required Skills & Qualifications:

• Strong experience in systematic strategy research, particularly in technical and macro perspectives.

• Expertise in multi-asset futures and forwards (rates, equities, FX, and commodities).

• Proven track record in global macro, trend-following, and relative value strategies.

• Knowledge of machine learning and its application in quantitative finance.

• Advanced programming skills (e.g., Python, R, MATLAB).

• Understanding of risk management techniques, including risk parity and drawdown management.

To apply, please send your CV to quantresearch@octaviusfinance.com